Stopping games with randomized strategies

DOI10.1007/s004400000091zbMath0988.60037MaRDI QIDQ5943926

Nicolas Vieille, Eilon Solan, Dinah Rosenberg

Publication date: 30 June 2002

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

optimal stopping\(\varepsilon\)-optimal strategiesDynkin gamespayoff process

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15)

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